Hostname: page-component-848d4c4894-r5zm4 Total loading time: 0 Render date: 2024-06-30T22:30:20.028Z Has data issue: false hasContentIssue false

Error analysis of boundary integral methods

Published online by Cambridge University Press:  07 November 2008

Ian H. Sloan
Affiliation:
School of MathematicsUniversity of New South WalesSydney, NSW 2033Australia, E-mail: sloan@hydra.maths.unsw.oz.au

Extract

Many of the boundary value problems traditionally cast as partial differential equations can be reformulated as integral equations over the boundary. After an introduction to boundary integral equations, this review describes some of the methods which have been proposed for their approximate solution. It discusses, as simply as possible, some of the techniques used in their error analysis, and points to areas in which the theory is still unsatisfactory.

Type
Research Article
Copyright
Copyright © Cambridge University Press 1992

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

Agranovich, M.S. (1979), ‘Spectral properties of elliptic pseudodifferential operators on a closed curve’, Funct. Anal. Appl. 13, 279281.Google Scholar
Arnold, D.N. (1983), ‘A spline-trigonometric Galerkin method and an exponentially convergent boundary integral method’, Math. Comput. 41, 383397.CrossRefGoogle Scholar
Arnold, D.N. and Wendland, W.L. (1983), ‘On the asymptotic convergence of collocation methods’, Math. Comput. 41, 349381.CrossRefGoogle Scholar
Arnold, D.N. and Wendland, W.L. (1985), ‘The convergence of spline collocation for strongly elliptic equations on curves’, Numer. Math. 47, 317341.CrossRefGoogle Scholar
Atkinson, K.E. (1976), A Survey of Numerical Methods for the Solution of Fredholm Integral Equations of the Second Kind, SIAM (Philadelphia).Google Scholar
Atkinson, K.E. (1988), ‘A discrete Galerkin method for first kind integral equations with a logarithmic kernel’, J. Int. Eqns Appl. 1, 343363.Google Scholar
Atkinson, K.E. (1990), ‘A survey of boundary integral equation methods for the numerical solution of Laplace's equation in three dimensions’, in The Numerical Solution of Integral Equations (Golberg, M., ed.), Plenum Press (New York), 134.Google Scholar
Atkinson, K.E. and Chandler, G.A. (1990), ‘Boundary integral equation methods for solving Laplace's equation with nonlinear boundary conditions: the smooth boundary case’, Math. Comput. 55, 451472.Google Scholar
Atkinson, K.E. and de Hoog, F.R. (1984), ‘The numerical solution of Laplace's equation on a wedge’, IMA J. Numer. Anal. 4, 1941.CrossRefGoogle Scholar
Atkinson, K.E. and Sloan, I.H. (1991), ‘The numerical solution of first-kind logarithmic-kernel integral equations on smooth open arcs’, Math. Comput. 56, 119139.CrossRefGoogle Scholar
Baker, C.T.H. (1977), The Numerical Treatment of Integral Equations, Clarendon Press (Oxford).Google Scholar
Banerjee, P. and Watson, J. (eds) (1986), Developments in Boundary Element Methods – 4, Elsevier (New York).Google Scholar
Brebbia, C.A., Telles, J.C.F. and Wrobel, L.C. (1984), Boundary Element Techniques, Springer-Verlag (Berlin).CrossRefGoogle Scholar
Chandler, G.A. (1989), ‘Mid-point collocation for Cauchy singular integral equations’, submitted.Google Scholar
Chandler, G.A. (1990), ‘Optimal order convergence of midpoint collocation for first kind integral equations’, submitted.Google Scholar
Chandler, G.A. (1991), ‘Discrete norms for the convergence of boundary element methods’, in Workshop on Theoretical and Numerical Aspects of Geometric Variational Inequalities, (Dzuik, G., Huisken, G. and Hutchinson, J., eds), Centre for Mathematics and its Applications (Canberra).Google Scholar
Chandler, G.A. and Graham, I.G. (1988), ‘Product integration-collocation methods for noncompact integral operators’, Math. Comput. 50, 125138.CrossRefGoogle Scholar
Chandler, G.A. and Sloan, I.H. (1990), ‘Spline qualocation methods for boundary integral equations’, Numer. Math. 58, 537567.CrossRefGoogle Scholar
Ciarlet, P.G. (1978), The Finite Element Method for Elliptic Problems, North-Holland (Amsterdam).Google Scholar
Clements, D.L. (1981), Boundary Value Problems Governed by Second Order Elliptic Systems, Pitman (Boston).Google Scholar
Coifman, R.R., McIntosh, A. and Meyer, Y. (1982), ‘L'intégrale de Cauchy définit un opérateur borneé sur L 2 pour les courbes Lipschitziennes’, Ann. Math. (II Ser.) 116, 361387.CrossRefGoogle Scholar
Colton, D. and Kress, P. (1983), Integral Equation Methods in Scattering Theory, J. Wiley & Sons (New York).Google Scholar
Costabel, M. (1987), ‘Symmetric methods for the coupling of finite elements and boundary elements’, in Boundary Elements XI, vol. 1, (Brebbia, C.A., Wendland, W.L. and Kuhn, G., eds) Springer-Verlag (Berlin), 411420.Google Scholar
Costabel, M. (1988), ‘Boundary integral operators on Lipschitz domains: elementary results’, SIAM J. Math. Anal. 19, 613626.CrossRefGoogle Scholar
Costabel, M. and McLean, W. (1992) ‘Spline collocation for strongly elliptic equations on the torus’, submitted.CrossRefGoogle Scholar
Costabel, M. and Stephan, E.P. (1985), ‘Boundary integral equations for mixed boundary value problems in polygonal domains and Galerkin approximation’, in Mathematical Models and Methods in Mechanics 1981 (Fiszdon, W. and Wilmanski, K., eds), Banach Center Publications 15, PN-Polish Scientific Publications (Warsaw), 175251.Google Scholar
Costabel, M. and Wendland, W.L. (1986), ‘Strong ellipticity of boundary integral operators’, J. Reine Angew. Math. 372, 3463.Google Scholar
Cryer, C. (1970), ‘The solution of the Dirichlet problem for Laplace's equation when the boundary data is discontinuous and the domain has a boundary which is of bounded rotation by means of the Lebesgue-Stieltjes integral equation for the double layer potential’, Computer Science Technical Report 99, University of Wisconsin (Madison).Google Scholar
Doob, J.L. (1984), Classical Potential Theory and its Probabilistic Counterpart, Springer-Verlag (New York).CrossRefGoogle Scholar
Eggermont, P.P.B. and Saranen, J. (1990), ‘Lp estimates of boundary integral equations for some nonlinear boundary value problems’, Numer. Math. 58, 465478.CrossRefGoogle Scholar
Elschner, J. (1988), ‘On spline approximation for a class of integral equations I: Galerkin and collocation methods with piecewise polynomialsMath. Math. Appl. Sci. 10, 543559.Google Scholar
Fichera, G. (1961), ‘Linear elliptic equations of higher order in two independent variables and singular integral equations’, in Partial Differential Equations and Continuum Mechanics, (Langer, R.E., ed.), University of Wisconsin Press (Madison), 5580.Google Scholar
Gaier, D. (1976), ‘Integralgleichungen erster Art und konforme Abbildung’, Math. Z. 147, 113129.CrossRefGoogle Scholar
Galerkin, B.G. (1915), ‘Expansions in stability problems for elastic rods and plates’, Vestnik inzkenorov 19, 897908 (in Russian).Google Scholar
Gatica, G.N. and Hsiao, G.C. (1989), ‘The coupling of boundary element and finite element methods for a nonlinear exterior boundary value problem’, Z. Anal. Anw. 8, 377387.CrossRefGoogle Scholar
Gilbarg, D. and Trudinger, N.S. (1983), Elliptic Partial Differential Equations of Second Order, 2nd edition, Springer-Verlag (Berlin).Google Scholar
Giroire, J. and Nedelec, J.C. (1978), ‘Numerical solution of an exterior Neumann problem using a double layer potential’, Math. Comput. 32, 973990.CrossRefGoogle Scholar
Hackbusch, W. (1989), Integralgleichungen: Theorie und Numerik, Teubner Studienbücher (Stuttgart).Google Scholar
Hartmann, F. (1989), Introduction to Boundary Elements, Springer-Verlag (Berlin).CrossRefGoogle Scholar
Hess, J.L. and Smith, A.M.O. (1967), ‘Calculation of potential flows about arbitrary bodies’, in Progress in Aeronautical Sciences vol. 8 (Küchemann, D., ed.), Pergamon Press (London).Google Scholar
Hildebrandt, S. and Wienholtz, E. (1964), ‘Constructive proofs of representation theorems in separable Hilbert space’, Comm. Pure Appl. Math. 17, 369373.CrossRefGoogle Scholar
Hille, E. (1962), Analytic Function Theory, Vol. II, Ginn and Company (Boston).Google Scholar
de Hoog, F.R (1974), ‘Product integration techniques for the numerical solution of integral equations’, Ph.D. Thesis, Australian National University (Canberra).Google Scholar
Hörmander, L. (1965), ‘Pseudo-differential operators’, Comm. Pure Appl. Math. 18, 501507.CrossRefGoogle Scholar
Hsiao, G.C. (1986), ‘On the stability of integral equations of the first kind with logarithmic kernels’, Arch. Rat. Mech. Anal. 94, 179192.CrossRefGoogle Scholar
Hsiao, G.C. (1989), ‘On boundary integral equations of the first kind’, J. Comput. Math. (Beijing) 7, 121131.Google Scholar
Hsiao, G.C. (1990), ‘The coupling of boundary element and finite element methods’, ZAMM 70, T493–T503.Google Scholar
Hsiao, G.C. (1991), ‘Some recent developments on the coupling of finite element and boundary element methods’, in Proc. Int. Conf. on Numerical Methods in Applied Science and Industry, Torino 1990, to appear.Google Scholar
Hsiao, G.C., Kopp, P. and Wendland, W.L. (1980), ‘A Galerkin collocation method for some integral equations of the first kind’, Computing 25, 89130.CrossRefGoogle Scholar
Hsiao, G.C., Kopp, P. and Wendland, W.L. (1984), ‘Some applications of a Galerkin-collocation method for boundary integral equations of the first kind’, Math. Meth. Appl. Set. 6, 280325.CrossRefGoogle Scholar
Hsiao, G.C. and MacCamy, R.C. (1973), ‘Solution of boundary value problems by integral equations of the first kind’, SIAM Review 15, 687705.CrossRefGoogle Scholar
Hsiao, G.C. and Prössdorf, S. (1992), ‘A generalization of the Arnold-Wendland lemma to collocation methods for boundary integral equations in ℝn’, Math. Meth. Appl. Sci., to appear.Google Scholar
Hsiao, G.C. and Wendland, W.L. (1977), ‘A finite element method for some integral equations of the first kind’, J. Math. Anal. Appl. 58, 449481.CrossRefGoogle Scholar
Hsiao, G.C. and Wendland, W.L. (1981), ‘The Aubin–Nitsche lemma for integral equations’, J. Int. Eqns 3, 299315.Google Scholar
Ingham, D.B. and Kelmanson, M.A. (1984), Boundary Integral Equation Analyses of Singular, Potential and Biharmonic Problems, Springer-Verlag (Berlin).CrossRefGoogle Scholar
Jaswon, M.A. (1963), ‘Integral equation methods in potential theory, IProc. Roy. Soc. Ser. A 275, 2332.Google Scholar
Jaswon, M.A. and Symm, G. (1977), Integral Equation Methods in Potential Theory and Elastostatics, Academic Press (London).Google Scholar
Joe, S. and Yan, Y. (1991), ‘Numerical solution of a first kind integral equation on [−1,1]’, Proc. Centre for Mathematical Analysis, Canberra, to appear.Google Scholar
Joe, S. and Yan, Y. (1992), ‘A collocation method using cosine mesh grading for Symm's equation on the interval [−1,1]’, submitted.Google Scholar
Johnson, C. and Nedelec, J.C. (1980), ‘On the coupling of boundary integral and finite element methods’, Math. Comput. 35, 10631079.CrossRefGoogle Scholar
Kohn, J.J. and Nirenberg, L. (1965), ‘An algebra of pseudodifferential operators’, Comm. Pure Appl. Math. 18, 269305.CrossRefGoogle Scholar
Kress, R. (1989), Linear Integral Equations, Springer-Verlag (Berlin).Google Scholar
Kupradze, V.D. (1965), Potential Methods in the Theory of Elasticity, Israel Programme of Scientific Translations (Jerusalem).Google Scholar
Lamp, U., Schleicher, T., Stephan, E.P. and Wendland, W.L. (1984), ‘Galerkin collocation for an improved boundary element method for plane mixed boundary value problem’, Computing 33, 269296.CrossRefGoogle Scholar
Maz'ya, V.G. (1991), ‘Boundary integral equations’, in Analysis IV (Springer-Verlag, Encyclopaedia of Mathematical Sciences, vol. 27) (Maz'ya, V.G. and Nikolskii, S.M., eds), (Berlin), 127222.CrossRefGoogle Scholar
McLean, W. (1986), ‘A spectral Galerkin method for a boundary integral equationMath. Comput. 47, 597607.CrossRefGoogle Scholar
McLean, W. (1990), ‘An integral equation method for a problem with mixed boundary conditions’, SIAM J. Math. Anal. 21 917934.CrossRefGoogle Scholar
McLean, W. (1991), ‘Local and global descriptions of periodic pseudodifferential operators’, Math. Nachr. 150, 151161.CrossRefGoogle Scholar
Mikhlin, S.G. (1970), Mathematical Physics, an Advanced Course, North-Holland (Amsterdam).Google Scholar
Multhopp, H. (1938), ‘Die Berechnung der Auftriebsverteilung von TragflügelnLuftfahrt-Forschung (Berlin) 15, 153169.Google Scholar
Prössdorf, S. (1989), ‘Numerische Behandlung singulärer IntegralgleichungenZAMM 69 (4), T5–T13.Google Scholar
Prössdorf, S. and Rathsfeld, A. (1984), ‘A spline collocation method for singular integral equations with piecewise continuous coefficients’, Int. Eqns Oper. Theory 7, 537560.Google Scholar
Prössdorf, S., Saranen, J. and Sloan, I.H. (1992), ‘A discrete method for the logarithmic-kernel integral equation on an arc’, J. Austral. Math. Soc. (Ser. B), to appear.Google Scholar
Prössdorf, S. and Schmidt, G. (1981), ‘A finite element collocation method for singular integral equations’, Math. Nachr. 100, 3360.CrossRefGoogle Scholar
Prössdorf, S. and Schneider, R. (1991), ‘A spline collocation method for multidimensional strongly elliptic pseudodifferential operators of order zero’, Int. Eqns Oper. Theory 14, 399435.CrossRefGoogle Scholar
Prössdorf, S. and Silbermann, B. (1977), Projektionsverfahren und die näherungsweise Lösung singulärer Gleichungen, Teubner (Leipzig).Google Scholar
Prössdorf, S. and Silbermann, B. (1991), Numerical Analysis for Integral and Related Operator Equations, Birkhäuser (Basel).Google Scholar
Quade, W. and Collatz, L. (1938), ‘Zur Interpolationstheorie der reellen periodischen Funktionen’, Sonderausgabe d. Sitzungsber. d. Preuβischen Akad. d. Wiss. Phys.-Math. Kl. Verlag d. Wiss. (Berlin), 149.Google Scholar
Radon, J. (1919), ‘Über die Randwertaufgaben beim logarithmischen Potential’, Sitzungsber. Akad. Wiss. Wien 128, Abt. IIa, 11231167.Google Scholar
Rannacher, R. and Wendland, W.L. (1985), ‘On the order of pointwise convergence of some boundary element methods. Part I: Operators of negative and zero order’, RAIRO Modél. Math. Anal. Numer. 19, 6588.CrossRefGoogle Scholar
Rannacher, R. and Wendland, W.L. (1988), ‘On the order of pointwise convergence of some boundary element methods. Part II: Operators of positive order’, Math. Modelling Numer. Anal. 22, 343362.CrossRefGoogle Scholar
Ruotsalainen, K. (1992), ‘Remarks on the boundary element method for strongly nonlinear problems’, J. Austral. Math. Soc. (Ser. B), to appear.Google Scholar
Ruotsalainen, K. and Saranen, J. (1989), ‘On the collocation method for a nonlinear boundary integral equation’, J. Comput. Appl. Math. 28, 339348.CrossRefGoogle Scholar
Ruotsalainen, K. and Wendland, W.L. (1988), ‘On the boundary element method for some nonlinear boundary value problems’, Numer. Math. 53, 299314.CrossRefGoogle Scholar
Saranen, J. (1988), ‘The convergence of even degree spline collocation solution for potential problems in smooth domains of the plane’, Numer. Math. 53, 499512.CrossRefGoogle Scholar
Saranen, J. and Sloan, I.H. (1992), ‘Quadrature methods for logarithmic kernel integral equations on closed curves’, IMA J. Numer. Anal., to appear.CrossRefGoogle Scholar
Saranen, J. and Wendland, W.L. (1985), ‘On the asymptotic convergence of collocation methods with spline functions of even degree’, Math. Comput. 45, 91108.CrossRefGoogle Scholar
Saranen, J. and Wendland, W.L. (1987), ‘The Fourier series representation of pseudodifferential operators on closed curves’, Complex Variables Theory Appl. 8, 5564.Google Scholar
Schleiff, M. (1968a), ‘Untersuchung einer linearen singulären Integrodifferentialgleichung der Tragflügeltheorie’, Wiss. Z. der Univ Halle XVII 68 M(6), 9811000.Google Scholar
Schleiff, M. (1968b), ‘Über Näherungsverfahren zur Lösung einer singulären linearen Integrodifferentialgleichung’, ZAMM 48, 477483.CrossRefGoogle Scholar
Sloan, I.H. (1988), ‘A quadrature-based approach to improving the collocation method’, Numer. Math. 54, 4156.CrossRefGoogle Scholar
Sloan, I.H. (1992), ‘Unconventional methods for boundary integral equations in the plane’ in Proc. 1991 Dundee Conference on Numerical Analysis (Griffiths, D.F. and Watson, G.A., eds), Longman Scientific and Technical (Harlow), to appear.Google Scholar
Sloan, I.H. and Burn, B.J. (1991), ‘An unconventional quadrature method for logarithmic-kernel integral equations on closed curves’, J. Int. Eqns Appl, to appear.Google Scholar
Sloan, I.H. and Spence, A. (1988a), ‘The Galerkin method for integral equations of the first kind with logarithmic kernel: theory’, IMA J. Numer. Anal. 8, 105122.CrossRefGoogle Scholar
Sloan, I.H. and Spence, A. (1988b), ‘The Galerkin method for integral equations of the first kind with logarithmic kernel: applications’, IMA J. Numer. Anal. 8, 123140.Google Scholar
Sloan, I.H. and Stephan, E.P. (1992), ‘Collocation with Chebyshev polynomials for Symm's integral equation on an interval’, J. Austral. Math. Soc. (Ser. B), to appear.CrossRefGoogle Scholar
Sloan, I.H. and Wendland, W.L. (1989), ‘A quadrature based approach to improving the collocation method for splines of even degree’, Z. Anal. Anw. 8, 361376.CrossRefGoogle Scholar
Stephan, E.P. and Wendland, W.L. (1976), ‘Remarks to Galerkin and least squares methods with finite elements for general elliptic problems’, in Partial Differential Equations (Lecture Notes in Mathematics 564) Springer-Verlag (Berlin) 461471, and in Manuscripta Geodaetica 1, 93–123.Google Scholar
Stephan, E.P. and Wendland, W.L. (1985), ‘An augmented Galerkin procedure for the boundary integral method applied to mixed boundary value problems’, Appl. Numer. Math. 1, 121143.CrossRefGoogle Scholar
Verchota, G. (1984), ‘Layer potentials and regularity for the Dirichlet problem for Laplace's equation in Lipschitz domains’, J. Fund. Anal. 59, 572611.CrossRefGoogle Scholar
Weissinger, J. (1950), ‘Über Integrodifferentialgleichungen vom Typ der Prandtlschen Tragflügelgleichung’, Math. Nachr. 3, 316326.CrossRefGoogle Scholar
Wendland, W.L. (1983), ‘Boundary element methods and their asymptotic convergence’, in Theoretical Acoustics and Numerical Techniques, CISM Courses vol. 277 (Filippi, P., ed.), Springer (Berlin, Heidelberg, New York), 135216.CrossRefGoogle Scholar
Wendland, W.L. (1985), ‘Asymptotic accuracy and convergence for point collocation methods’, in Topics in Boundary Element Research vol. 3 (Brebbia, C.A., ed.), Springer-Verlag (Berlin), 230257.Google Scholar
Wendland, W.L. (1987), ‘Strongly elliptic boundary integral equations’, in The State of the Art in Numerical Analysis (Iserles, A. and Powell, M.J.D., eds), Clarendon Press (Oxford), 511561.Google Scholar
Wendland, W.L. (1989), ‘Qualocation, the new variety of boundary element methods’, Wiss. Z. d TV Karl-Marx-Stadt 31(2) 276284.Google Scholar
Wendland, W.L. (1990), ‘Boundary element methods for elliptic problems’, in Mathematical Theory of Finite and Boundary Element Methods (Schatz, A.H., Thomée, V. and Wendland, W.L., eds), Birkhäuser (Basel), 219276.Google Scholar
Wendland, W.L., Stephan, E.P. and Hsiao, G.C. (1979), ‘On the integral equation method for the plane mixed boundary value problem for the Laplacian’, Math. Meth. Appl. Sci. 1, 265321.CrossRefGoogle Scholar
Yan, Y. (1990), ‘The collocation method for first-kind boundary integral equations on polygonal domains’, Math. Comput. 54, 139154.CrossRefGoogle Scholar
Yan, Y. and Sloan, I.H. (1988), ‘On integral equations of the first kind with logarithmic kernels’, J. Int. Eqns Applic. 1, 517548.Google Scholar
Yan, Y. and Sloan, I.H. (1989), ‘Mesh grading for integral equations of the first kind with logarithmic kernel’, SIAM J. Numer. Anal. 26, 574587.CrossRefGoogle Scholar
Zienkiewicz, O.C., Kelly, D.W. and Bettess, P. (1977), ‘The coupling of the finite element method and boundary solution procedures’, Int. J. Num. Meth. Eng. 11, 335375.CrossRefGoogle Scholar